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We determine the capacity of compound classical-quantum channels. As a consequence, we obtain the capacity formula for the averaged classical-quantum channels. The capacity result for compound channels demonstrates, as in the classical setting, the existence of reliable universal classical-quantum codes in scenarios where the only a priori information about the channel used for the transmission of information is that it belongs to a given set of memoryless classical-quantum channels. Our approach is based on a universal classical approximation of the quantum relative entropy which in turn relies on a universal hypothesis testing result.